This study aims to determine: First, the existence of information content at the time of stock split. Secondly, earnings per share during the year of stock split and after year of stock split. Third, the trading volume activity before and after the stock split. Fourth, the stock return before and after the stock split. The population of this study are all companies listed on the Indonesia Stock Exchange which conducted stock split the period 2012-2015. Sampling using purposive sampling technique. Based on sampling criteria that have been determined obtained sample amount 31 companies. The analytical method used is the analysis of difference test two average with the period of observation (event window) 11 days that is T-5 (5 days before stock split), T0 at the time stock split and T+5 (5 days after stock split). The results of this study indicate that the first hypothesis test results one sample t-test showed no information content at the time of stock split with a significance level of 0.095. In the second hypothesis based on Wilcoxon signed rank test results showed no earnings per share per year stock split and after stock split with significance 0.090. In the third hypothesis based on the result of paired sample t-test showed no trading volume activity before stock split and after stock split with significance level 0,820. In the last hypothesis based on Wilcoxon signed rank test results showed difference of stock return before and after stock split with significance level 0,006.